Gabriel may not notice Dean leaving, but Sam does. And he doesn't try to stop him because...because this is something that he and Gabriel apparently need to hash out between themselves. Dean knew about the message, after all.

"Not exactly," he says, pushing himself up straight to look Gabriel in the eye. "See, we were on our way to ask why. Seeing as, you know, the only angel we knew about who would willingly give up his Grace to protect me was dead and all."